@pear-protocol/utils 0.2.0 → 0.4.0

package/dist/asset/asset.types.d.ts

@@ -7,6 +7,10 @@ export type AssetUnrealizedPnL = {
     currentPrice: BigNumber;
     upnl: BigNumber;
 };
+export type AssetRealization = {
+    fillId: string;
+    gross: BigNumber;
+};
 export type AssetRealizedPnL = {
     id: InstrumentId;
     grossPnl: BigNumber;
@@ -15,4 +19,5 @@ export type AssetRealizedPnL = {
     totalFees: BigNumber;
     tradeFees: BigNumber;
     pearFees: BigNumber;
+    realizations: AssetRealization[];
 };

package/dist/asset/index.d.ts

@@ -1,2 +1,2 @@
-export type { AssetRealizedPnL, AssetUnrealizedPnL } from './asset.types';
+export type { AssetRealization, AssetRealizedPnL, AssetUnrealizedPnL } from './asset.types';
 export * from './compute';

package/dist/index.js

@@ -185,7 +185,7 @@ function computeAssetRealizedPnLs(fills) {
     const tradeFees = assetFills.reduce((acc, fill) => acc.plus(new BigNumber9(fill.tradeFee ?? "0")), ZERO);
     const pearFees = assetFills.reduce((acc, fill) => acc.plus(new BigNumber9(fill.pearFee ?? "0")), ZERO);
     const totalFees = tradeFees.plus(pearFees);
-    const { gross: grossPnl, undeterminedSize } = walkAssetFills(assetFills);
+    const { gross: grossPnl, undeterminedSize, realizations } = walkAssetFills(assetFills);
     const netPnl = grossPnl.minus(totalFees);
     result.push({
       id,
@@ -194,7 +194,8 @@ function computeAssetRealizedPnLs(fills) {
       undeterminedSize,
       totalFees,
       tradeFees,
-      pearFees
+      pearFees,
+      realizations
     });
   }
   return result;
@@ -205,6 +206,7 @@ function walkAssetFills(fills) {
   let basisUnpriced = false;
   let gross = ZERO;
   let undeterminedSize = ZERO;
+  const realizations = [];
   for (const fill of fills) {
     const price = parse(fill.price);
     const quantity = parse(fill.quantity);
@@ -214,10 +216,10 @@ function walkAssetFills(fills) {
       const closedQty = min(positionSize.abs(), signedQuantity.abs());
       if (basisUnpriced || isZero(price)) {
         undeterminedSize = add(undeterminedSize, closedQty);
-      } else if (isPositive(positionSize)) {
-        gross = add(gross, multiply(closedQty, subtract(price, entryPrice)));
       } else {
-        gross = add(gross, multiply(closedQty, subtract(entryPrice, price)));
+        const realized = isPositive(positionSize) ? multiply(closedQty, subtract(price, entryPrice)) : multiply(closedQty, subtract(entryPrice, price));
+        gross = add(gross, realized);
+        realizations.push({ fillId: fill.id, gross: realized });
       }
     }
     const isSameDirection = !isZero(positionSize) && isPositive(positionSize) === isPositive(signedQuantity);
@@ -231,7 +233,7 @@ function walkAssetFills(fills) {
     }
     positionSize = newPositionSize;
   }
-  return { gross, undeterminedSize };
+  return { gross, undeterminedSize, realizations };
 }
 function computeBasketWeightedRatioV1(basket, priceMap) {
   let logSum = 0;
@@ -820,7 +822,10 @@ var WorkingBook = class _WorkingBook {
     const book = new _WorkingBook(tradeAccountId);
     for (const p of openPositions) {
       const position = {
-        positionKey: book.keyFor(Object.keys(p.exposure)),
+        // Trust the position's own stored key — never recompute it from exposure.
+        // A partial fill on the original order leaves exposure short of the
+        // symbols the key was hashed from, so a recomputed key would never match.
+        positionKey: p.positionKey,
         exposure: Exposure.fromRecord(p.exposure),
         parts: [],
         closed: false,
@@ -1106,7 +1111,7 @@ function assignSyntheticsToPositions(args) {
     let target = positions.find((pos) => !pos.closed && pos.parts.some((part) => part.source.symbol === symbol));
     if (!target) {
       const existing = existingBySymbol.get(symbol);
-      const positionKey = existing ? keyOf(Object.keys(existing.exposure)) : keyOf([symbol]);
+      const positionKey = existing ? existing.positionKey : keyOf([symbol]);
       target = positions.find((pos) => pos.positionKey === positionKey) ?? created.find((pos) => pos.positionKey === positionKey);
       if (!target) {
         target = existing ? (
@@ -1747,4 +1752,4 @@ function validateQuantity(quantity, price, precision) {
   return true;
 }
 
-export { BIPS, ZERO, abs, add, baseToContracts, compareValue, computeAssetEntryNotional, computeAssetGrossRealizedPnL, computeAssetRealizedPnLs, computeAssetUndeterminedSizes, computeAssetUnrealizedPnL, computeAssetUnrealizedPnLs, computeBasketWeightedRatioV1, computeEntryPriceForAsset, computePositionEntryPrices, computeRealizedPnlBySymbol, computeRealizedPnlFromFills, computeRealizedPositionState, computeSyncPayload, computeUnrealizedPositionState, computeUnrealizedPositionStateFromEntryPrices, configureProxy, contractsToBase, countDecimals, divide, exponentiate, generateDeterministicPositionKey, isEqualTo, isFiniteDecimal, isGreaterThan, isGreaterThanOrEqual, isLessThan, isLessThanOrEqual, isNegative, isPositive, isZero, min, multiply, negate, parse, precisePrice, preciseQuantity, proxyFetch, sideSign, sign, signed, signedBySide, subtract, toDecimalString, validateLeverage, validateQuantity };
+export { BIPS, ZERO, abs, add, baseToContracts, buildApplicables, compareValue, computeAssetEntryNotional, computeAssetGrossRealizedPnL, computeAssetRealizedPnLs, computeAssetUndeterminedSizes, computeAssetUnrealizedPnL, computeAssetUnrealizedPnLs, computeBasketWeightedRatioV1, computeEntryPriceForAsset, computePositionEntryPrices, computeRealizedPnlBySymbol, computeRealizedPnlFromFills, computeRealizedPositionState, computeSyncPayload, computeUnrealizedPositionState, computeUnrealizedPositionStateFromEntryPrices, configureProxy, contractsToBase, countDecimals, divide, exponentiate, generateDeterministicPositionKey, isEqualTo, isFiniteDecimal, isGreaterThan, isGreaterThanOrEqual, isLessThan, isLessThanOrEqual, isNegative, isPositive, isZero, min, multiply, negate, parse, precisePrice, preciseQuantity, proxyFetch, sideSign, sign, signed, signedBySide, subtract, toDecimalString, validateLeverage, validateQuantity };

package/dist/sync/index.d.ts

@@ -1,2 +1,3 @@
+export { buildApplicables } from './applicables';
 export { computeSyncPayload } from './compute';
 export type { ComputeSyncPayloadArgs, ComputeSyncPayloadResult } from './types';

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@pear-protocol/utils",
-  "version": "0.2.0",
+  "version": "0.4.0",
   "description": "Pear Protocol Utility functions",
   "private": false,
   "type": "module",
@@ -27,7 +27,7 @@
   },
   "dependencies": {
     "@noble/hashes": "^1.3.2",
-    "@pear-protocol/types": "^1.9.0",
+    "@pear-protocol/types": "^1.15.0",
     "bignumber.js": "9.3.1"
   },
   "devDependencies": {